The sansa player doesn´t seem to have good volume, not loud enought, If you set the max. volume it´s like having a normal volume in other mp3 plyer. I tried setting the Replay gain on 12 db and it does nothing.(to me the replay gain feature is useless, unless i dont how it works).
It might be that your audio files were encoded at an unusually low volume.
You might try looking at them with something like Audacity (a free sound editor) and see if they would benefit from being run through the volume normalization filter.
Or it might be your headphones have unusually low efficiency. I’ve noticed that the earbuds that came with the Fuze are significantly more efficient than the over-the-ear model that I prefer to use.
However, even with the less efficient model, I can still get it painfully loud with properly encoded files (BTW, I’m still at the older .26a firmware, so I also don’t have the EU standard crap issue.)